A finite difference scheme for conservation laws driven by Lévy noise

From MaRDI portal
Publication:4555962

DOI10.1093/imanum/drx023zbMath1477.65137arXiv1604.07840OpenAlexW2964232312MaRDI QIDQ4555962

Vallet, Guy, Ujjwal Koley, Ananta K. Majee

Publication date: 23 November 2018

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.07840




Related Items (12)




This page was built for publication: A finite difference scheme for conservation laws driven by Lévy noise